Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48876.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42193.34 Kr¶

PnL: ---------------------------------------> -239.94 Kr¶

DD now: ---------------------------------> -7.988 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 11:04:01.329131'

Anic Portfolio¶

Today¶

Return: -0.865 %¶

This Week¶

Return: -0.865 %¶

Total portfolio value¶

Return including deposits: 60.011 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.220000 1663.020000 195.480000 13.320000 1467.540000
JM 6 2.090000 880.200000 18.000000 2.090000 862.200000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
Hoist Finance 35 1.250000 990.500000 12.250000 1.250000 978.250000
Sagax B 4 1.310000 863.200000 11.200000 1.310000 852.000000
Atrium Ljungberg B 5 1.180000 944.000000 11.000000 1.180000 933.000000
BioGaia B 8 0.950000 936.800000 8.800000 0.950000 928.000000
Catena 2 0.810000 796.000000 6.400000 0.810000 789.600000
EQT 4 0.720000 835.600000 6.000000 0.720000 829.600000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
Orrön Energy 180 0.090000 2042.100000 4.500000 0.220000 2037.600000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Byggmax Group 33 0.140000 955.680000 1.320000 0.140000 954.360000
ASSA ABLOY B 3 0.080000 777.600000 0.600000 0.080000 777.000000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
SKF B 5 -0.400000 934.250000 -3.750000 -0.400000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
OX2 13 -1.510000 933.400000 -14.300000 -1.510000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Hexatronic Group 12 -1.890000 946.320000 -18.240000 -1.890000 964.560000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Addnode Group B 11 -2.930000 891.550000 -26.950000 -2.930000 918.500000
Latour B 4 -3.370000 826.400000 -28.800000 -3.370000 855.200000
Indutrade 5 -3.250000 1175.000000 -39.500000 -3.250000 1214.500000
VEF 909 -2.750000 1801.640000 -43.630000 -2.360000 1845.270000
Hexagon B 26 -1.430000 3402.100000 -49.400000 -1.430000 3451.500000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
BHG Group 97 -4.460000 1390.980000 -64.020000 -4.400000 1455.000000
Vitec Software Group B 2 -6.730000 1011.000000 -73.000000 -6.730000 1084.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42193.340000 -239.940000 -7.98829% 42433.280000

Updated:¶

'2023-07-03 11:04:18.158761'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶